+142.0%
KMI vs KEY
+109.2%
+32.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.4% | +2.1% |
| 7D | -5.1% | +0.5% | -5.6% | -5.3% |
| 30D | -3.1% | +6.9% | -10.0% | -5.5% |
| 3M | +0.2% | -5.0% | +5.3% | +1.9% |
| 6M | +1.1% | +0.7% | +0.4% | +0.3% |
| YTD | +17.7% | +6.5% | +11.3% | +13.8% |
| 1Y | +19.6% | +22.6% | -3.0% | +9.5% |
| 3Y | +117.6% | +125.3% | -7.7% | +51.7% |
| 5Y | +143.1% | +13.9% | +129.2% | +109.4% |
| 10Y | +142.0% | +105.3% | +36.7% | +46.8% |
| All | +142.0% | +109.2% | +32.9% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling